ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 133-170 133-190 0-020 0.0% 133-130
High 133-280 133-190 -0-090 -0.2% 133-280
Low 133-150 133-090 -0-060 -0.1% 133-070
Close 133-230 133-130 -0-100 -0.2% 133-230
Range 0-130 0-100 -0-030 -23.1% 0-210
ATR 0-138 0-138 0-000 0.1% 0-000
Volume 21,602 16,848 -4,754 -22.0% 54,469
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-117 134-063 133-185
R3 134-017 133-283 133-158
R2 133-237 133-237 133-148
R1 133-183 133-183 133-139 133-160
PP 133-137 133-137 133-137 133-125
S1 133-083 133-083 133-121 133-060
S2 133-037 133-037 133-112
S3 132-257 132-303 133-102
S4 132-157 132-203 133-075
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-183 135-097 134-026
R3 134-293 134-207 133-288
R2 134-083 134-083 133-268
R1 133-317 133-317 133-249 134-040
PP 133-193 133-193 133-193 133-215
S1 133-107 133-107 133-211 133-150
S2 132-303 132-303 133-192
S3 132-093 132-217 133-172
S4 131-203 132-007 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-280 133-070 0-210 0.5% 0-110 0.3% 29% False False 11,982
10 133-280 132-020 1-260 1.4% 0-140 0.3% 74% False False 9,572
20 133-280 131-030 2-250 2.1% 0-135 0.3% 83% False False 5,942
40 133-280 131-030 2-250 2.1% 0-106 0.2% 83% False False 3,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-295
2.618 134-132
1.618 134-032
1.000 133-290
0.618 133-252
HIGH 133-190
0.618 133-152
0.500 133-140
0.382 133-128
LOW 133-090
0.618 133-028
1.000 132-310
1.618 132-248
2.618 132-148
4.250 131-305
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 133-140 133-185
PP 133-137 133-167
S1 133-133 133-148

These figures are updated between 7pm and 10pm EST after a trading day.

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